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| 001 | 9.571703 |
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| 003 | CaOODSP |
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| 005 | 20211126112845 |
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| 007 | cr ||||||||||| |
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| 008 | 150406|1999||||xxc|||||o f|0| 0 eng|d |
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| 022 | |a1701-9397 |
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| 040 | |aCaOODSP|beng |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-2/99-19E-PDF |
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| 110 | 2 |aBank of Canada. |
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| 245 | 10|aPricing interest rate derivatives in a non-parametric two-factor term-structure model / |h[electronic resource]|cby John Knight, Fuchun Li and Mingwei Yuan. |
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| 260 | |aOttawa - Ontario : |bBank of Canada |cNovember 1999. |
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| 300 | |a55p.|bgraphs, references, tables |
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| 490 | 1 |aBank of Canada working paper|x1701-9397|v99-19 |
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| 500 | |a"The non-parametric two-factor model can be employed to analyze the effects of monetary policy actions on the term structure... The empirical term-structure effects of monetary policy actions (control over the overnight rate and its volatility) can be estimated through the non-parametric technique developed in this paper."--Page 2. |
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| 500 | |aThe ISBN (0-662-28327-9) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication. |
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| 520 | 3 |aThe non-parametric two-factor model can be employed to analyze the effects of monetary policy actions on the term structure... The empirical term-structure effects of monetary policy actions (control over the overnight rate and its volatility) can be estimated through the non-parametric technique developed in this paper.--Page 2 |
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| 546 | |aRésumé en français. |
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| 590 | |a11-20-Supp|b2011-09-29 |
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| 690 | 07|aInterest rates|2gcpds |
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| 690 | 07|aModels|2gcpds |
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| 720 | 1 |aYuan, Mingwei |
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| 720 | 1 |aknight, John |
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| 720 | 1 |aLi, Fuchun |
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| 776 | 0#|tPricing interest rate derivatives in a non-parametric two-factor term-structure model / |w(CaOODSP)9.614989 |
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| 830 | #0|aWorking paper (Bank of Canada)|x1701-9397|v99-19|w(CaOODSP)9.504604 |
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| 856 | 40|ahttp://publications.gc.ca|qPDF|s793 KB|uhttps://publications.gc.ca/collections/Collection/FB3-2-99-19E.pdf|y99-19 |
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